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Concentration risk under Pillar 2 : when are credit portfolios infinitely fine grained?

Gürtler, Marc; Heithecker, Dirk; Hibbeln, Martin - In: Kredit und Kapital 41 (2008) 1, pp. 79-124

Persistent link: https://www.econbiz.de/10003715919

Concentration risk under Pillar 2 : when are credit portfolios infinitely fine grained?

Gürtler, Marc; Heithecker, Dirk; Hibbeln, Martin - 2006 - This Version: 2006-10-23

The ongoing debate concerning credit concentration risk is mainly driven by the requirements on credit risk management due to Pillar 2 of Basel II since risks (e.g. concentration risk) that are not fully captured by Pillar 1 should be adequately considered in the banks' risk management. This...

Persistent link: https://www.econbiz.de/10009486442

Aufsichtsrechtliche Kreditportfoliomodelle : eine modelltheoretische Analyse der Kreditrisikomessung unter Basel II

Heithecker, Dirk - 2007 - 1. Aufl.

Persistent link: https://www.econbiz.de/10003440516

Performancemessung und duales Risiko

Gürtler, Marc - In: Die Betriebswirtschaft : DBW 61 (2001) 5, pp. 530-541

Persistent link: https://www.econbiz.de/10001617861

Separationstheoreme im Portfolio-Management : der Fall der nutzenbedingten Separation

Gürtler, Marc - In: Wirtschaftswissenschaftliches Studium : WiSt ; … 27 (1998) 9, pp. 469-472

Persistent link: https://www.econbiz.de/10001247267

Analysts' dividend forecasts, portfolio selection, and market risk premia

Breuer, Wolfgang; Feilke, Franziska; Gürtler, Marc - In: Operations research proceedings 2007 : selected papers …, (pp. 251-256). 2008

Persistent link: https://www.econbiz.de/10003717459

Yaari's dual theory of choice, generalized Gini's mean differences, and performance evaluation of mutual funds

Breuer, Wolfgang; Gürtler, Marc - In: Performance of mutual funds : an international perspective, (pp. 127-151). 2007

Persistent link: https://www.econbiz.de/10003427238

Einsatz inflationsindexierter Anleihen im Asset-Liability-Management

Feilke, Franziska; Gürtler, Marc; Hibbeln, Martin - In: Finanz-Betrieb : FB ; Zeitschrift für … 8 (2006) 10, pp. 653-659

Persistent link: https://www.econbiz.de/10003375411

Measuring concentration risk for regulatory purposes

Gürtler, Marc; Hibbeln, Martin; Vöhringer, Clemens - In: Journal of risk 12 (2009/10) 3, pp. 69-104

Persistent link: https://www.econbiz.de/10003970191

A capability study of portfolio insurance strategies for ABS funds and CDS total return indices during the subprime crisis

Ehlers, Stefan; Gürtler, Marc - In: The journal of fixed income 19 (2009/10) 4, pp. 6-21

Persistent link: https://www.econbiz.de/10003970347